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Bill:
You can't be in the components into the delivery period. So you are right
for selecting June Bonds.
BTW, X-Fund 1 is short the dow, short the bonds. Interesting that your
analysis was opposite this in a general way.
Regards,
John J. Lothian
In a message dated 2/14/2002 4:19:09 PM Central Standard Time,
tradewynne@xxxxxxxxxxx writes:
> Long May Corn (CK)
> Long June Bonds (USM)
> Long March S&P (SPH)
> Long March ND (NDH)
>
> Note: 2-28 is FND for many
> CBOT markets.... John: Can the
> X(0)- funds hold through then?
>
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